| Metric | 11404188:btcusd:triple_med_gx:lsma70_140 | 11404188:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 161.81% | 161.99% |
| Max Drawdown | -31.24% | -67.18% |
| Sharpe | 0.57 | 0.41 |
| Sortino | 0.91 | 0.59 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 20.0 | 3.88 |
| Outlier Loss Ratio | 4.24 | 3.8 |
| Volatility (ann.) | 14.57% | 26.28% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.07 | 0.5 |
| Skew | 2.14 | 0.18 |
| Kurtosis | 33.77 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.38% | 2.38% |
| Expected Yearly % | 27.2% | 27.22% |
| Kelly Criterion | 6.31% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.23% |
| Expected Shortfall (cVaR) | -1.23% | -2.23% |
| Year | 11404188:BTCUSD | 11404188:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -8.86 | 0.15 | + |
| 2023 | 155.54 | 53.92 | 0.35 | - |
| 2024 | 121.00 | 61.31 | 0.51 | - |
| 2025 | 16.76 | 15.69 | 0.94 | - |
| Metric | 11404188:btcusd:triple_med_gx:lsma70_140 | 11404188:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.24% | 31.46% |
| 6M | 25.21% | 12.77% |
| YTD | 15.69% | 16.76% |
| 1Y | 46.85% | 56.84% |
| 3Y (ann.) | 32.33% | 55.31% |
| 5Y (ann.) | 33.31% | 33.33% |
| Metric | 11404188:btcusd:triple_med_gx:lsma70_140 | 11404188:BTCUSD |
|---|---|---|
| Max Drawdown | -31.24% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 5.18 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -31.24 | 404 |
| 2024-04-23 | 2024-10-14 | -15.60 | 174 |
| 2025-03-03 | 2025-06-09 | -14.57 | 98 |
| 2024-01-02 | 2024-01-30 | -10.80 | 27 |
| 2023-07-14 | 2024-01-01 | -8.98 | 171 |
| 2025-01-05 | 2025-03-01 | -8.57 | 54 |
| 2023-05-15 | 2023-06-20 | -8.54 | 36 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-04-26 | 2023-05-15 | -5.79 | 18 |
| 2024-12-21 | 2024-12-24 | -4.59 | 3 |
| Metric | 11404188:btcusd:triple_med_gx:lsma70_140 | 11404188:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 20.57% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.75% | 43.77% |
| Worst Month | -9.79% | -37.12% |
| Best Year | 61.31% | 155.54% |
| Worst Year | -8.86% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.46% | 6.68% |
| Avg. Down Week | -2.29% | -3.94% |
| Avg. Up Month | 6.57% | 13.83% |
| Avg. Down Month | -3.57% | -12.8% |
| Win Days % | 50.36% | 51.27% |
| Win Month % | 64.1% | 60.98% |
| Win Week % | 52.48% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |